SOFR net positioning reaches -2,515,622 contracts, a 4.5th percentile reading
SOFR net positioning dropped to -2,515,622 contracts on 28 July, ranking 4.5th among readings over the trailing 156 reports.
- Reading
- -2,515,622 contracts
- Observed
- 28 Jul 2026
- Standard deviations
- -2.93
- Percentile
- 4th percentile
What it means
Readings at or below that level occurred in 4.5% of the trailing 156 reports.
How it was measured
Commodity Futures Trading Commission, Commitments of Traders. Net non-commercial positioning in Three-Month SOFR Futures, Chicago Mercantile Exchange, 28 July 2026.